-43.4%
CPB vs BB
+2.1%
-45.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.6% |
| 7D | -8.0% | +1.8% | -9.8% | -8.0% |
| 30D | -2.4% | -12.2% | +9.8% | -2.3% |
| 3M | +0.5% | -12.3% | +12.9% | +0.6% |
| 6M | -10.5% | +122.7% | -133.2% | -11.7% |
| YTD | -17.5% | +104.5% | -122.0% | -18.6% |
| 1Y | -31.0% | +106.7% | -137.7% | -32.0% |
| 3Y | -40.6% | +70.0% | -110.6% | -41.6% |
| 5Y | -37.7% | -27.8% | -10.0% | -37.6% |
| 10Y | -43.4% | +2.4% | -45.8% | -43.8% |
| All | -43.4% | +2.1% | -45.5% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling